st: Zivot-Andrews unit root test with structural break

[Kit Baum <baum@bc.edu>]

presence of structural break

DESCRIPTION/AUTHOR(S)

      zandrews calculates the Zivot-Andrews (JBES 1992) unit root test
      for  a timeseries allowing for one structural break in the
      series, which may appear in intercept, trend or both. Various
      criteria for detecting the structural break are supported, and
      the t-statistics calculated for each breakpoint may be graphed.

      Distribution-Date: 20040128

      Author: Christopher F Baum, Boston College

available now from SSC.

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